+267.1%
PM vs MP
+271.0%
-4.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.1% |
| 7D | -7.1% | +2.3% | -9.3% | -7.1% |
| 30D | -2.8% | -15.3% | +12.5% | -2.5% |
| 3M | +6.3% | -33.5% | +39.9% | +7.1% |
| 6M | +9.6% | -45.5% | +55.2% | +10.9% |
| YTD | +25.6% | -27.3% | +52.9% | +25.5% |
| 1Y | +29.7% | -40.7% | +70.4% | +30.3% |
| 3Y | +147.6% | +145.9% | +1.7% | +129.2% |
| 5Y | +160.1% | -13.9% | +174.0% | +147.6% |
| All | +267.1% | +271.0% | -4.0% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling